@article{10899,
  author = {Hans Plesser and Ander Jahnsen},
  title = {Re-Seeding Invalidates Tests of Random Number Generator},
  abstract = {Kim et al (Appl Math \& Comput 199 (2008) 195) recently presented a test of random number generators based on the gambler{\textquoteright}s ruin problem and concluded that several generators, including the widely used Mersenne Twister, have hidden defects. We show here that the test by Kim et al suffers from a subtle, but consequential error: Re-seeding the pseudorandom number generator with a fixed seed for each starting point of the gambler{\textquoteright}s ruin process induces a random walk of the test statistic as a function of the starting point. The data presented by Kim et al are thus individual realizations of a random walk and not suited to judge the quality of pseudorandom number generators. When generating or analyzing the Gambler{\textquoteright}s ruin data properly, we do not find any evidence for weaknesses of the Mersenne Twister and other widely used random number generators.},
  year = {2010},
  journal = {Applied Mathematics and Computation},
  volume = {217},
  number = {1},
  pages = {339-346},
  month = {September},
  doi = {10.1016/j.amc.2010.05.066},
}